Call your vet! I suspect it's nothing serious. Just like humans, your dog's body probably just formed a bump where he/she had the shot. Just in case, like I said; call your vet.
Why Does My Puppy Have A Lump After Immunization?
Min has the same thing going on right now we just took him in today to get his Rabies sot and his immunizations and one of the areas where he got the shots is all puffed up